+227.6%
W vs VT
+242.9%
-15.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +7.4% |
| 7D | +8.4% | -0.3% | +8.7% | +9.4% |
| 30D | +16.5% | -1.4% | +17.9% | +20.5% |
| 3M | +6.4% | -1.4% | +7.8% | +10.1% |
| 6M | +90.5% | +5.5% | +85.1% | +74.5% |
| YTD | +23.1% | +12.8% | +10.2% | -1.0% |
| 1Y | +24.3% | +15.4% | +8.8% | -4.5% |
| 3Y | +149.0% | +76.9% | +72.1% | -8.9% |
| 5Y | -51.7% | +60.4% | -112.1% | -75.3% |
| 10Y | +280.1% | +232.8% | +47.3% | -27.7% |
| All | +227.6% | +242.9% | -15.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling